Add label encoder to XGBoost

[bchen1116]

fix #2517

Now, we have this in search:

As opposed to these warnings from before:

Question: Should I address the remaining warning message (specifying 'error' versus 'logloss' as the default objective for XGBoost, or should a separate issue be filed?

[codecov]

Codecov Report

Merging #2701 (ebaacac) into main (6a1baa9) will increase coverage by 0.1%.
The diff coverage is 100.0%.

@@           Coverage Diff           @@
##            main   #2701     +/-   ##
=======================================
+ Coverage   99.9%   99.9%   +0.1%     
=======================================
  Files        301     301             
  Lines      27786   27819     +33     
=======================================
+ Hits       27737   27770     +33     
  Misses        49      49             

Impacted Files	Coverage Δ
...nents/estimators/classifiers/xgboost_classifier.py	100.0% <100.0%> (ø)
...l/tests/component_tests/test_xgboost_classifier.py	100.0% <100.0%> (ø)

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 6a1baa9...ebaacac. Read the comment docs.

[freddyaboulton]

@bchen1116 There is currently someone already working on this: #2538

Let's ping them to make sure they're not still working on it.

[chukarsten]

@freddyaboulton we hadn't seen much movement, so I gave @bchen1116 the go ahead to rock and roll!

[freddyaboulton]

Thanks @bchen1116 ! Left a couple of questions about decoding but I'm glad we won't be seeing that warning anymore!